+74.8%
AR vs FND
+70.0%
+4.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -5.8% | +6.8% | -12.6% | -7.3% |
| 30D | +4.8% | +13.1% | -8.2% | +1.5% |
| 3M | +1.5% | -13.1% | +14.6% | +3.8% |
| 6M | +4.7% | -0.6% | +5.3% | +2.2% |
| YTD | +9.2% | -15.5% | +24.7% | +8.9% |
| 1Y | +11.2% | -13.7% | +24.8% | +9.9% |
| 3Y | +46.2% | -35.0% | +81.3% | +47.5% |
| 5Y | +98.1% | -60.1% | +158.1% | +118.0% |
| All | +74.8% | +70.0% | +4.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling